Day Change Summary |
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Previous |
Current |
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03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
1,633.5 |
1,665.1 |
31.6 |
1.9% |
1,655.0 |
High |
1,667.3 |
1,678.0 |
10.7 |
0.6% |
1,675.8 |
Low |
1,633.5 |
1,600.9 |
-32.6 |
-2.0% |
1,553.4 |
Close |
1,661.1 |
1,619.5 |
-41.6 |
-2.5% |
1,625.6 |
Range |
33.8 |
77.1 |
43.3 |
128.1% |
122.4 |
ATR |
56.2 |
57.6 |
1.5 |
2.7% |
0.0 |
Volume |
546 |
551 |
5 |
0.9% |
2,431 |
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Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.1 |
1,818.9 |
1,661.9 |
|
R3 |
1,787.0 |
1,741.8 |
1,640.7 |
|
R2 |
1,709.9 |
1,709.9 |
1,633.6 |
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R1 |
1,664.7 |
1,664.7 |
1,626.6 |
1,648.8 |
PP |
1,632.8 |
1,632.8 |
1,632.8 |
1,624.8 |
S1 |
1,587.6 |
1,587.6 |
1,612.4 |
1,571.7 |
S2 |
1,555.7 |
1,555.7 |
1,605.4 |
|
S3 |
1,478.6 |
1,510.5 |
1,598.3 |
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S4 |
1,401.5 |
1,433.4 |
1,577.1 |
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Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.5 |
1,927.9 |
1,692.9 |
|
R3 |
1,863.1 |
1,805.5 |
1,659.3 |
|
R2 |
1,740.7 |
1,740.7 |
1,648.0 |
|
R1 |
1,683.1 |
1,683.1 |
1,636.8 |
1,650.7 |
PP |
1,618.3 |
1,618.3 |
1,618.3 |
1,602.1 |
S1 |
1,560.7 |
1,560.7 |
1,614.4 |
1,528.3 |
S2 |
1,495.9 |
1,495.9 |
1,603.2 |
|
S3 |
1,373.5 |
1,438.3 |
1,591.9 |
|
S4 |
1,251.1 |
1,315.9 |
1,558.3 |
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High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,678.0 |
1,597.1 |
80.9 |
5.0% |
50.2 |
3.1% |
28% |
True |
False |
474 |
10 |
1,818.8 |
1,553.4 |
265.4 |
16.4% |
62.8 |
3.9% |
25% |
False |
False |
506 |
20 |
1,888.2 |
1,553.4 |
334.8 |
20.7% |
57.1 |
3.5% |
20% |
False |
False |
579 |
40 |
1,925.0 |
1,553.4 |
371.6 |
22.9% |
53.4 |
3.3% |
18% |
False |
False |
508 |
60 |
1,925.0 |
1,550.7 |
374.3 |
23.1% |
41.7 |
2.6% |
18% |
False |
False |
460 |
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Fibonacci Retracements and Extensions |
4.250 |
2,005.7 |
2.618 |
1,879.8 |
1.618 |
1,802.7 |
1.000 |
1,755.1 |
0.618 |
1,725.6 |
HIGH |
1,678.0 |
0.618 |
1,648.5 |
0.500 |
1,639.5 |
0.382 |
1,630.4 |
LOW |
1,600.9 |
0.618 |
1,553.3 |
1.000 |
1,523.8 |
1.618 |
1,476.2 |
2.618 |
1,399.1 |
4.250 |
1,273.2 |
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